Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.652890 0.736638 0.831579 0.948145 1.088753 1.254637 1.467810
2024-11-24 00:00:00+00:00 0.554535 0.657482 0.782853 0.949658 1.170347 1.459288 1.878681
2024-12-01 00:00:00+00:00 0.470475 0.577143 0.713720 0.906356 1.179722 1.568579 2.194256
2024-12-08 00:00:00+00:00 0.409692 0.516114 0.657884 0.867580 1.183238 1.666111 2.520658
2024-12-15 00:00:00+00:00 0.380183 0.491711 0.646312 0.886450 1.271303 1.909250 3.170758
2024-12-22 00:00:00+00:00 0.363388 0.482040 0.653010 0.931888 1.408706 2.270551 4.206134
2024-12-29 00:00:00+00:00 0.342393 0.463565 0.643776 0.949998 1.503608 2.585200 5.329524
2025-01-05 00:00:00+00:00 0.322369 0.444158 0.630306 0.958242 1.581862 2.892840 6.652140
2025-01-12 00:00:00+00:00 0.301995 0.422103 0.609885 0.950906 1.628320 3.148668 8.045344
2025-01-19 00:00:00+00:00 0.277330 0.391256 0.572025 0.906978 1.592189 3.201366 8.842513
2025-01-26 00:00:00+00:00 0.265787 0.380120 0.565524 0.919534 1.676830 3.586096 11.288707
2025-02-02 00:00:00+00:00 0.258541 0.375175 0.568789 0.950799 1.809910 4.162225 15.490986
2025-02-09 00:00:00+00:00 0.245329 0.360043 0.553980 0.946715 1.866532 4.566534 19.867944
2025-02-16 00:00:00+00:00 0.233820 0.346867 0.541373 0.945363 1.930472 5.036765 26.171012
2025-02-23 00:00:00+00:00 0.217489 0.324413 0.510039 0.900655 1.873487 5.061650 29.175489
2025-03-02 00:00:00+00:00 0.203327 0.304846 0.482578 0.861228 1.823467 5.097450 32.704321
2025-03-09 00:00:00+00:00 0.197724 0.299703 0.481490 0.879268 1.935969 5.850675 49.135833
2025-03-16 00:00:00+00:00 0.195625 0.300479 0.491557 0.923761 2.138612 7.181629 92.969839
2025-03-23 00:00:00+00:00 0.190554 0.295576 0.490129 0.941376 2.266539 8.303321 166.894995
2025-03-30 00:00:00+00:00 0.184822 0.289093 0.484989 0.949341 2.366890 9.404644 315.061793
2025-04-06 00:00:00+00:00 0.177989 0.280178 0.474232 0.941991 2.413982 10.252632 582.679339
2025-04-13 00:00:00+00:00 0.168184 0.265273 0.450268 0.898566 2.323120 10.085597 703.388970
2025-04-20 00:00:00+00:00 0.164231 0.261078 0.448087 0.910919 2.440268 11.604570 2471.955540